Banking stability, regulation, efficiency

Explore how currency depreciation, inflation, and monetary policy drive non-performing assets in Indian banking. Study of 30 banks reveals exchange rate management matters more than GDP growth for.

Analysis of liquidity spillover in corporate bond markets following rating downgrades, showing contagion through information learning across related securities.

Examines how late 19th-century economic scholarship explains deposit creation through bank lending, challenging modern interpretations of the mechanism.

Study of 1958 OECD banks shows that negative interest rate policies reduce loan loss provisioning, with effects varying by inflation, bank size, and specialization.

Study shows fiscal consolidation reduces non-performing loans long-term but increases them temporarily, using bank data from Guyana. Oil prices and efficiency matter most.

Study shows CBDC development leads banks to widen interest margins by raising both deposit and lending rates to counter increased competition from digital currencies.

Study of 14 Jordanian banks (2009–2024) reveals significant positive associations between FinTech adoption, board characteristics, and cash holdings, supporting agency and consumer theory.

Framework integrating graph neural networks and contagion modeling to identify systemic vulnerabilities in digital lending ecosystems months earlier than conventional monitoring systems.

Quantum-inspired decision framework reveals how AI markets reshape Chinese bank performance structures, showing top performers integrate fintech while legacy systems constrain adaptation.

Banks allocated capital selectively within conglomerates during the 2007–2009 crisis, favoring stronger affiliates while restricting support to weaker ones, challenging regulatory assumptions.

Study examines how inflation and money supply influence the sovereign-bank relationship and the debt-lending feedback loop using quantile VAR analysis.

Study examines how global supply chain shocks increase macro-financial downside risk and whether monetary policy can buffer these transmission channels using quantile models and vector autoregression.

Panel analysis of 42 years reveals that moderate capital account openness boosts emerging market growth, but excessive openness reduces it through short-term debt channels.

ARDL–ECM analysis reveals limited short-run monetary transmission to bank credit in Morocco, with dynamics driven by prudential and balance-sheet channels rather than interest-rate mechanisms.

Network analysis reveals fund holdings among Chinese financial institutions amplify systemic risk through governance convergence, price synchronicity, and asset homogenization mechanisms.

Incentive alignment mechanisms for public lending in economic crises, with empirical analysis of KfW COVID-19 program and theoretical contract design proposals.

Systematic review of bank diversification and performance 2006-2025, examining how monetary policy and macroeconomic conditions influence diversification strategy outcomes and risk-adjusted returns.

Analyze how monetary policy affects European housing markets over 30 years, revealing housing prices respond more strongly than inflation and output to policy shocks.

Event study analysis of political corruption scandal impacts on Latin American CDS and EMBI spreads 2017-2020, examining market resilience and implications for institutional governance.

Panel study of non-interest income determinants in Vietnamese commercial banks (2011-2023) using random-effects FGLS estimation, examining bank-specific and macroeconomic factors.